Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098991.8943 | 1080853.4718 | 18138.4225 | 1522059.8217 | 1902209.7062 | -380149.8845 |
Total P&L (%) | 1098.9919 | 1080.8535 | 18.1384 | 1522.0598 | 1902.2097 | -380.1499 |
Avg Daily Profit (%) | 0.6053 | 0.5953 | 0.01 | 0.1536 | 0.1652 | 0 |
Buy And Hold Return (%) | 592.5974 | 592.5974 | 592.5974 | 592.5974 | 592.5974 | 592.5974 |
Max Trade Drawdown | -118409 | -60837 | -93284 | -2834645 | -1947250 | -1479977 |
Profit Factor | 3.0841 | 5.3649 | 1.0649 | 1.2533 | 1.6314 | 0.8732 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45 | 43.3333 | 46.6667 | 45 | 43.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.7695 | 7.0156 | 1.217 | 1.5318 | 2.1334 | 0.9979 |
Largest Winning Trade | 536926 | 536926 | 77934 | 1871423 | 1871423 | 645537 |
Largest Losing Trade | -43561 | -23691 | -43561 | -701642 | -701642 | -456645 |
Avg Bars in Trades | 172 | 158 | 187 | 172 | 158 | 187 |
Avg Bars in Winners | 286 | 264 | 307 | 286 | 264 | 307 |
Avg Bars in Losers | 79 | 76 | 81 | 79 | 76 | 81 |
Bars Traded | 10357 | 4741 | 5616 | 10357 | 4741 | 5616 |
Profit Streak | 0 | 159.6886 | 0 | 0 | 159.6886 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165908 | 350701 | -495797 | -170388 | 224277 | -582121 |
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{ "first_band": { "type": "wma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 136, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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